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  • LBRT vs GFI✓SelectedUSD · GFILBRT vs GFI performance historyLatest closeAs of+0.96%09/11
Stock and ETF performance explorer

LBRT vs GFI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+35.9%
GFI return
+1,273.1%
Excess return
-1,237.2%
Maximum drawdown
-90.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-11 to 2026-09-11.

Portfolio and benchmark returns by period
PeriodPortfolioGFIExcessAlpha
1D+1.0%+1.0%0.0%+0.9%
7D+1.8%-2.7%+4.5%+2.0%
30D-2.5%+13.2%-15.7%-3.5%
3M-24.9%+28.5%-53.4%-26.6%
6M-29.5%-6.2%-23.3%-29.7%
YTD+14.7%+8.7%+6.0%+12.3%
1Y+91.7%+24.8%+66.9%+83.9%
3Y+24.6%+298.0%-273.4%+3.0%
5Y+127.7%+546.0%-418.3%+74.5%
All+35.9%+1,273.1%-1,237.2%+7.7%

Cumulative growth

Daily Returns

Daily percentage return beside GFI.

Daily Out/Under-Performance

Portfolio return minus GFI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling